+949.8%
CRS vs TW
+211.4%
+738.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -2.6% |
| 7D | -3.1% | -3.5% | +0.4% | -1.9% |
| 30D | -19.6% | +0.5% | -20.1% | -19.8% |
| 3M | -8.1% | +4.9% | -13.0% | -10.2% |
| 6M | +18.6% | -17.1% | +35.7% | +24.7% |
| YTD | +45.9% | -3.9% | +49.7% | +44.4% |
| 1Y | +82.5% | -13.3% | +95.7% | +87.3% |
| 3Y | +648.9% | +20.9% | +628.0% | +574.9% |
| 5Y | +1,438.1% | +20.5% | +1,417.6% | +1,251.4% |
| All | +949.8% | +211.4% | +738.4% | +601.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling